Capturing the impact of unobserved sector-wide shocks on stock returns with panel data model
KiHoon Jimmy Hong (College of Business, Hongik University, Seoul, Korea); Bin Peng (Economics Discipline Group, University of Technology, Sydney, Sydney, NSW, Australia); Xiaohui Zhang (School of Management and Governance, Murdoch University, Perth, WA, Australia)
| Year of publication: |
December 2015
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|---|---|
| Authors: | Hong, KiHoon Jimmy ; Peng, Bin ; Zhang, Xiaohui |
| Published in: |
The economic record : er. - Richmond, Victoria : Wiley Publishing Asia, ISSN 0013-0249, ZDB-ID 203689-7. - Vol. 91.2015, 295, p. 495-508
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| Subject: | Schock | Shock | Finanzanalyse | Financial analysis | Kapitalmarktrendite | Capital market returns | Branche | Economic sector | Panel | Panel study | USA | United States | 2003-2012 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/1475-4932.12208 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011562344